Random Variables and Probability

Distributions
Random Variables - Random outcomes corresponding
to subjects randomly selected from a population.
Probability Distributions - A listing of the possible
outcomes and their probabilities (discrete r.v.s) or their
densities (continuous r.v.s)
Normal Distribution - Bell-shaped continuous
distribution widely used in statistical inference
Sampling Distributions - Distributions corresponding
to sample statistics (such as mean and proportion)
computed from random samples
Discrete Probability Distributions
Discrete RV - Random variable that can
take on a finite (or countably infinite) set of
discontinuous possible outcomes (Y)
Discrete Probability Distribution - Listing
of outcomes and their corresponding
probabilities (y , P(y))

0 P( y ) 1 all y
P ( y ) 1
 Example - Supreme Court Vacancies
Supreme Court Vacancies by Year 1837-
1975
Y # Vacancies in Randomly selected year
# Vacancies (y) Frequency (# of Years) Proportion (P(y))
0 81 81/139=.5827
1 43 43/139=.3094
2 14 14/139=.1007
3 1 1/139=.0072
>3 0 0/139=.0000
Total 139 1.0000

Source: R.J. Morrison (1977), FDR and the Supreme Court: An Example of the Use of Probability Theory in Political History,
History and Theory, Vol. 16, pp 137-146
 Parameters of a P.D.
Mean (aka Expected Value) - Long run
average outcome

E (Y ) yP( y )
Standard Deviation - Measure of the typical
distance of an outcome from the mean

E (Y ) 2 ( y ) 2
P( y ) y 2
P ( y ) 2
 Example - Supreme Court Vacancies
y P(y) yP(y) y2P(y)
0 .5827 .0000 .0000
1 .3094 .3094 .3094
2 .1007 .2014 .4028
3 .0072 .0216 .0648
Total 1.0000 .5324 .7770

yP( y ) .5324
y 2
P ( y ) 2
. 7770 (.5324 ) 2
.4936 .7025
 Normal Distribution
Bell-shaped, symmetric family of distributions
Classified by 2 parameters: Mean () and standard
deviation (). These represent location and spread
Random variables that are approximately normal have
the following properties wrt individual measurements:
Approximately half (50%) fall above (and below) mean
Approximately 68% fall within 1 standard deviation of mean
Approximately 95% fall within 2 standard deviations of mean
Virtually all fall within 3 standard deviations of mean
Notation when Y is normally distributed with mean and
standard deviation :
Y ~ N ( , )
 Normal Distribution

P (Y ) 0.50 P ( Y ) 0.68 P ( 2 Y 2 ) 0.95

 Example - Heights of U.S. Adults
Female and Male adult heights are well approximated by
normal distributions: YF~N(63.7,2.5) YM~N(69.1,2.6)

20
20
18

16

14

12

10 10

4 Std. Dev = 2.48 Std. Dev = 2.61

Mean = 63.7 Mean = 69.1

2
0 N = 99.23
0 N = 99.68
59.5 61.5 63.5 65.5 67.5 69.5 71.5 73.5 75.5
55.5 57.5 59.5 61.5 63.5 65.5 67.5 69.5
60.5 62.5 64.5 66.5 68.5 70.5 72.5 74.5 76.5
56.5 58.5 60.5 62.5 64.5 66.5 68.5 70.5

INCHESM
INCHESF
Cases weighted by PCTM
Cases weighted by PCTF

Source: Statistical Abstract of the U.S. (1992)

 Standard Normal (Z) Distribution

Problem: Unlimited number of possible normal

distributions (- < < , > 0)
Solution: Standardize the random variable to have
mean 0 and standard deviation 1

Y
Y ~ N ( , ) Z ~ N (0,1)

Probabilities of certain ranges of values and specific
percentiles of interest can be obtained through the
standard normal (Z) distribution
 Standard Normal (Z) Distribution
Standard Normal Distribution Characteristics:
P(Z 0) = P(Y ) = 0.5000
P(-1 Z 1) = P(-Y +) = 0.6826
P(-2 Z 2) = P(-2Y +2) = 0.9544
P(Z za) = P(Z -za) = a (using Z-table)

a 0.500 0.100 0.050 0.025 0.010 0.005

za 0.000 1.282 1.645 1.960 2.326 2.576
 Finding Probabilities of Specific Ranges
Step 1 - Identify the normal distribution of interest (e.g.
its mean () and standard deviation () )
Step 2 - Identify the range of values that you wish to
determine the probability of observing (YL , YU), where
often the upper or lower bounds are or -
Step 3 - Transform YL and YU into Z-values:
YL YU
ZL ZU

Step 4 - Obtain P(ZL Z ZU) from Z-table
 Example - Adult Female Heights
What is the probability a randomly selected female is
510 or taller (70 inches)?
Step 1 - Y ~ N(63.7 , 2.5)
Step 2 - YL = 70.0 YU =
Step 3 - 70.0 63.7
ZL 2.52 ZU
2.5
Step 4 - P(Y 70) = P(Z 2.52) = .0059 ( 1/170)

z .00 .01 .02 .03

2.4 .0082 .0080 .0078 .0075
2.5 .0062 .0060 .0059 .0057
2.6 .0047 .0045 .0044 .0043
 Finding Percentiles of a Distribution
Step 1 - Identify the normal distribution of interest
(e.g. its mean () and standard deviation () )
Step 2 - Determine the percentile of interest 100p
% (e.g. the 90th percentile is the cut-off where only 90%
of scores are below and 10% are above)
Step 3 - Turn the percentile of interest into a tail
probability a and corresponding z-value (zp):
If 100p 50 then a = 1-p and zp = za
If 100p < 50 then a = p and zp = -za
Step 4 - Transform zp back to original units:

Yp z p
 Example - Adult Male Heights
Above what height do the tallest 5% of males lie above?
Step 1 - Y ~ N(69.1 , 2.6)
Step 2 - Want to determine 95th percentile (p = .95)
Step 3 - Since 100p > 50, a = 1-p = 0.05
zp = za = z.05 = 1.645
Step 4 - Y.95 = 69.1 + (1.645)(2.6) = 73.4

z .03 .04 .05 .06

1.5 .0630 .0618 .0606 .0594
1.6 .0516 .0505 .0495 .0485
1.7 .0418 .0409 .0401 .0392
 Statistical Models
When making statistical inference it is useful to
write random variables in terms of model
parameters and random errors

Y (Y ) Y
Here is a fixed constant and is a random variable
In practice will be unknown, and we will use sample data to
estimate or make statements regarding its value
 Sampling Distributions and the Central
Limit Theorem
Sample statistics based on random samples are also random
variables and have sampling distributions that are probability
distributions for the statistic (outcomes that would vary across
samples)
When samples are large and measurements independent then
many estimators have normal sampling distributions (CLT):
Sample Mean:

Y ~ N ,
Sample Proportion: n

^ (1 )
~ N ,
n
 Example - Adult Female Heights

Random samples of n = 100 females to be selected

For each sample, the sample mean is computed
Sampling distribution:

2.5
Y ~ N 63.5, N (63.5,0.25)
100

Note that approximately 95% of all possible random

samples of 100 females will have sample means between
63.0 and 64.0 inches